Fixed points of the EM algorithm and nonnegative rank boundaries

Mixtures of $r$ independent distributions for two discrete random variables can be represented by matrices of nonnegative rank $r$. Likelihood inference for the model of such joint distributions leads to problems in real algebraic geometry that are addressed here for the first time. We characterize the set of fixed points of the Expectation-Maximization algorithm, and we study the boundary of the space of matrices with nonnegative rank at most $3$. Both of these sets correspond to algebraic varieties with many irreducible components.Comment: Published in at http://dx.doi.org/10.1214/14-AOS1282 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Maximum likelihood estimation of toric Fano varieties

We study the maximum likelihood estimation problem for several classes of toric Fano models. We start by exploring the maximum likelihood degree for all $2$-dimensional Gorenstein toric Fano varieties. We show that the ML degree is equal to the degree of the surface in every case except for the quintic del Pezzo surface with two ordinary double points and provide explicit expressions that allow one to compute the maximum likelihood estimate in closed form whenever the ML degree is less than 5. We then explore the reasons for the ML degree drop using $A$-discriminants and intersection theory. Finally, we show that toric Fano varieties associated to 3-valent phylogenetic trees have ML degree one and provide a formula for the maximum likelihood estimate. We prove it as a corollary to a more general result about the multiplicativity of ML degrees of codimension zero toric fiber products, and it also follows from a connection to a recent result about staged trees.Comment: 28 pages, 4 figures, 4 tables, this article supersedes arXiv:1602.0830

Model embeddability for symmetric group-based models

We study model embeddability, which is a variation of the famous embedding problem in probability theory, when apart from the requirement that the Markov matrix is the matrix exponential of a rate matrix, we additionally ask that the rate matrix follows the model structure. We provide a characterisation of model embeddable Markov matrices corresponding to symmetric group-based phylogenetic models. In particular, we provide necessary and sufficient conditions in terms of the eigenvalues of symmetric group-based matrices. To showcase our main result on model embeddability, we provide an application to hachimoji models, which are eight-state models for synthetic DNA. Moreover, our main result on model embeddability, enables us to compute the volume of the set of model embeddable Markov matrices relative to the volume of other relevant sets of Markov matrices within the model

Algebraic boundary of matrices of nonnegative rank at most three

The Zariski closure of the boundary of the set of matrices of nonnegative rank at most 3 is reducible. We give a minimal generating set for the ideal of each irreducible component. In fact, this generating set is a Grobner basis with respect to the graded reverse lexicographic order. This solves a conjecture by Robeva, Sturmfels and the last author.Comment: 15 pages, 2 figure

On the uniqueness of collections of pennies and marbles

In this note we study the uniqueness problem for collections of pennies and marbles. More generally, consider a collection of unit $d$-spheres that may touch but not overlap. Given the existence of such a collection, one may analyse the contact graph of the collection. In particular we consider the uniqueness of the collection arising from the contact graph. Using the language of graph rigidity theory, we prove a precise characterisation of uniqueness (global rigidity) in dimensions 2 and 3 when the contact graph is additionally chordal. We then illustrate a wide range of examples in these cases. That is, we illustrate collections of marbles and pennies that can be perturbed continuously (flexible), are locally unique (rigid) and are unique (globally rigid). We also contrast these examples with the usual generic setting of graph rigidity.Comment: 9 pages, 11 figure